Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.197675 | 1.5184 | 0.067131 |
2 | 0.316139 | 2.4283 | 0.009118 |
3 | 0.005537 | 0.0425 | 0.48311 |
4 | 0.111403 | 0.8557 | 0.197812 |
5 | 0.156287 | 1.2005 | 0.117378 |
6 | 0.141954 | 1.0904 | 0.139992 |
7 | 0.298304 | 2.2913 | 0.012766 |
8 | 0.064965 | 0.499 | 0.309817 |
9 | 0.153121 | 1.1761 | 0.122131 |
10 | 0.079509 | 0.6107 | 0.271865 |
11 | 0.031125 | 0.2391 | 0.405939 |
12 | 0.131544 | 1.0104 | 0.158213 |
13 | 0.024003 | 0.1844 | 0.427178 |
14 | -0.002929 | -0.0225 | 0.491065 |
15 | -0.117986 | -0.9063 | 0.18424 |
16 | 0.007691 | 0.0591 | 0.476547 |
17 | 0.041772 | 0.3209 | 0.374726 |
18 | -0.159068 | -1.2218 | 0.113316 |
19 | -0.013734 | -0.1055 | 0.458172 |
20 | -0.115858 | -0.8899 | 0.18856 |
21 | -0.069331 | -0.5325 | 0.298175 |
22 | -0.119968 | -0.9215 | 0.180274 |
23 | -0.071706 | -0.5508 | 0.291932 |
24 | -0.098759 | -0.7586 | 0.225562 |
25 | -0.080836 | -0.6209 | 0.268525 |
26 | -0.07901 | -0.6069 | 0.273126 |
27 | -0.127456 | -0.979 | 0.165787 |
28 | -0.265732 | -2.0411 | 0.02286 |
29 | -0.043196 | -0.3318 | 0.370611 |
30 | -0.192031 | -1.475 | 0.072763 |
31 | -0.08799 | -0.6759 | 0.250884 |
32 | -0.104179 | -0.8002 | 0.213398 |
33 | 0.028709 | 0.2205 | 0.413114 |
34 | -0.032304 | -0.2481 | 0.402447 |
35 | -0.068243 | -0.5242 | 0.301058 |
36 | -0.138385 | -1.063 | 0.146067 |
37 | -0.133212 | -1.0232 | 0.15519 |
38 | -0.083307 | -0.6399 | 0.262359 |
39 | -0.011644 | -0.0894 | 0.464516 |
40 | -0.022204 | -0.1706 | 0.432579 |
41 | 0.022589 | 0.1735 | 0.431424 |
42 | -0.00769 | -0.0591 | 0.476548 |
43 | -0.02747 | -0.211 | 0.416806 |
44 | -0.036448 | -0.28 | 0.390244 |
45 | -0.011465 | -0.0881 | 0.465062 |
46 | 0.058555 | 0.4498 | 0.327264 |
47 | -0.050782 | -0.3901 | 0.348947 |
48 | -0.007815 | -0.06 | 0.476168 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.197675 | 1.5184 | 0.067131 |
2 | 0.288331 | 2.2147 | 0.015327 |
3 | -0.108886 | -0.8364 | 0.20316 |
4 | 0.041327 | 0.3174 | 0.376015 |
5 | 0.188132 | 1.4451 | 0.076864 |
6 | 0.049986 | 0.384 | 0.351197 |
7 | 0.213166 | 1.6374 | 0.053439 |
8 | -0.055202 | -0.424 | 0.336547 |
9 | 0.009085 | 0.0698 | 0.472303 |
10 | 0.093455 | 0.7178 | 0.237845 |
11 | -0.10189 | -0.7826 | 0.218486 |
12 | 0.069296 | 0.5323 | 0.298268 |
13 | -0.020848 | -0.1601 | 0.436661 |
14 | -0.185133 | -1.422 | 0.080141 |
15 | -0.098929 | -0.7599 | 0.225173 |
16 | 0.045816 | 0.3519 | 0.363077 |
17 | 0.051839 | 0.3982 | 0.345965 |
18 | -0.260131 | -1.9981 | 0.025161 |
19 | -0.017306 | -0.1329 | 0.44735 |
20 | 0.076827 | 0.5901 | 0.278683 |
21 | -0.083193 | -0.639 | 0.262642 |
22 | -0.04861 | -0.3734 | 0.355101 |
23 | 0.021463 | 0.1649 | 0.43481 |
24 | -0.043505 | -0.3342 | 0.369719 |
25 | 0.073727 | 0.5663 | 0.286667 |
26 | -0.044282 | -0.3401 | 0.367481 |
27 | -0.02868 | -0.2203 | 0.4132 |
28 | -0.209652 | -1.6104 | 0.056328 |
29 | 0.084616 | 0.6499 | 0.259124 |
30 | -0.023253 | -0.1786 | 0.429427 |
31 | -0.077168 | -0.5927 | 0.277812 |
32 | 0.030586 | 0.2349 | 0.407535 |
33 | 0.100684 | 0.7734 | 0.221196 |
34 | 0.047499 | 0.3648 | 0.358264 |
35 | 0.043213 | 0.3319 | 0.370561 |
36 | -0.238133 | -1.8291 | 0.036217 |
37 | 0.041463 | 0.3185 | 0.375622 |
38 | 0.06476 | 0.4974 | 0.310367 |
39 | -0.031259 | -0.2401 | 0.405541 |
40 | -0.007696 | -0.0591 | 0.476532 |
41 | 0.029042 | 0.2231 | 0.412124 |
42 | -0.050901 | -0.391 | 0.348611 |
43 | -0.007018 | -0.0539 | 0.478597 |
44 | 0.054175 | 0.4161 | 0.339413 |
45 | -0.024401 | -0.1874 | 0.425985 |
46 | -0.119446 | -0.9175 | 0.181313 |
47 | 0.027962 | 0.2148 | 0.415339 |
48 | 0.010357 | 0.0796 | 0.468431 |